Negative rates
End-users face extra unwind costs from CSA rate floors
Dealers demanding compensation for extra funding costs
'Cherry-picking' claims fly in CSA rate floor negotiations
Traders accused of self-interest in negative rate floor discussions
Banks fear huge losses on bond repacks in Japan
Dealers and investors face multi-million-dollar hits if rates continue to slide
Japan struggling with negative rate impact on swaps
Dealers facing issues with collateral interest payments and loan mismatches
Isda chair on twin threats facing OTC market
Capital a “sword of Damocles”, says Litvack; cleaner CSAs will fix valuation woes
Quant of the year: Alexandre Antonov
Numerix quant revolutionises negative rates modelling
Cutting Edge introduction: Sticky SABR
Quants develop a hassle-free model that can handle negative interest rates
The free boundary SABR: natural extension to negative rates
Antonov, Konikov and Spector adapt the popular SABR model to a negative rates environment
Negative Eonia splits US and EU banks, traders and lawyers
Collateral posters should pay when rates are negative, US banks believe
Conflict of interest: banks call for unity on Eonia
Traders fear swap market will be split by 0% floor disputes
Negative Eonia rate causes CSA headaches
Banks look for clarity on collateral interest payments
Cutting Edge introduction: SABR rattling
SABR rattling
Negative rates: Dealers struggle to price 0% floors
Going negative